+1.5%
SMR vs IYR
+9.8%
-8.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -4.7% |
| 7D | +4.7% | -2.8% | +7.5% | +7.5% |
| 30D | +3.2% | -2.5% | +5.8% | +5.8% |
| 3M | +9.9% | -3.0% | +12.9% | +11.5% |
| 6M | -15.1% | +1.6% | -16.8% | -17.7% |
| YTD | -27.9% | +7.3% | -35.2% | -33.7% |
| 1Y | -70.2% | +5.6% | -75.9% | -72.3% |
| 3Y | +72.5% | +28.1% | +44.3% | +37.8% |
| All | +1.5% | +9.8% | -8.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling